PFE cadeia de opções Pfizer Inc.
Cboe delayed options data · em 03:41 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±6.5% (27.50–31.36) · IV ATM 26.6% · P/C open interest 0.90
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.40 | 16.45 | 8 | 1.00 | 0.0002 | 0.000 | 15 | 0 | 0.0200 | 89.0% | -0.00 | 0.0010 | -0.001 | ||||
| 12.00 | 15.05 | 1 | 119.2% | 1.00 | 0.0002 | 0.000 | 16 | 0 | 0.0300 | 50 | 84.9% | -0.00 | 0.0014 | -0.001 | ||
| 10.40 | 14.50 | 1 | 1.00 | 0.0004 | 0.000 | 17 | 0 | 0.0200 | 2 | 73.4% | -0.00 | 0.0018 | -0.001 | |||
| 10.05 | 13.00 | 7 | 97.7% | 1.00 | 0.0005 | 0.000 | 18 | 0 | 0.0200 | 198 | 66.2% | -0.00 | 0.0024 | -0.001 | ||
| 8.90 | 12.10 | 1 | 79.9% | 1.00 | 0.0008 | 0.000 | 19 | 0 | 0.0200 | 540 | 59.4% | -0.01 | 0.0033 | -0.001 | ||
| 9.10 | 10.35 | 260 | 105.4% | 1.00 | 0.0011 | 0.000 | 20 | 0 | 0.0300 | 979 | 55.7% | -0.01 | 0.0045 | -0.001 | ||
| 7.55 | 8.60 | 18 | 1.00 | 0.0017 | 0.000 | 21 | 0 | 0.0400 | 907 | 51.1% | -0.01 | 0.0063 | -0.002 | |||
| 6.70 | 7.65 | 303 | 1.00 | 0.0027 | 0.000 | 22 | 0.0100 | 0.0700 | 35 | 2,591 | 49.7% | -0.01 | 0.0091 | -0.002 | ||
| 5.70 | 7.40 | 592 | 57.1% | 1.00 | 0.0044 | 0.000 | 23 | 0.0100 | 0.0700 | 16 | 6,936 | 42.9% | -0.02 | 0.0136 | -0.002 | |
| 4.55 | 6.45 | 1,673 | 38.9% | 0.99 | 0.0082 | -0.000 | 24 | 0.0200 | 0.0400 | 76 | 4,171 | 34.5% | -0.03 | 0.0214 | -0.003 | |
| 4.15 | 6.25 | 58.3% | 0.99 | 0.0116 | -0.001 | 24.5 | 0 | 0.2800 | 43.4% | -0.04 | 0.0274 | -0.003 | ||||
| 4.20 | 4.85 | 8 | 5,774 | 37.4% | 0.99 | 0.0168 | -0.001 | 25 | 0.0400 | 0.0600 | 61 | 59.1K | 31.1% | -0.05 | 0.0359 | -0.004 |
| 3.75 | 4.35 | 37.0% | 0.98 | 0.0252 | -0.002 | 25.5 | 0.0100 | 0.1200 | 6 | 29.4% | -0.06 | 0.0474 | -0.005 | |||
| 3.45 | 3.65 | 114 | 5,661 | 33.1% | 0.97 | 0.0383 | -0.003 | 26 | 0.0900 | 0.1100 | 208 | 18.8K | 28.8% | -0.08 | 0.0630 | -0.006 |
| 2.85 | 3.25 | 1 | 29.1% | 0.95 | 0.0581 | -0.005 | 26.5 | 0.0600 | 0.1700 | 28 | 26.1% | -0.12 | 0.0829 | -0.007 | ||
| 2.51 | 2.70 | 80 | 14.5K | 29.5% | 0.91 | 0.0858 | -0.007 | 27 | 0.1600 | 0.2100 | 344 | 8,094 | 26.0% | -0.16 | 0.1068 | -0.009 |
| 1.91 | 2.48 | 29.9% | 0.86 | 0.1199 | -0.009 | 27.5 | 0.2600 | 0.3000 | 54 | 25.7% | -0.22 | 0.1323 | -0.010 | |||
| 1.68 | 1.79 | 169 | 29.1K | 26.9% | 0.79 | 0.1560 | -0.012 | 28 | 0.4000 | 0.4400 | 421 | 11.0K | 25.8% | -0.29 | 0.1559 | -0.012 |
| 1.30 | 1.55 | 28.4% | 0.70 | 0.1859 | -0.014 | 28.5 | 0.4700 | 0.6200 | 25 | 24.1% | -0.38 | 0.1739 | -0.013 | |||
| 0.9800 | 1.10 | 241 | 17.6K | 25.9% | 0.60 | 0.2043 | -0.015 | 29 | 0.7800 | 0.8300 | 156 | 983 | 25.2% | -0.47 | 0.1837 | -0.014 |
| 0.6700 | 1.01 | 441 | 27.8% | 0.50 | 0.2086 | -0.016 | 29.5 | 1.00 | 1.17 | 250 | 25.4% | -0.56 | 0.1840 | -0.014 | ||
| 0.5300 | 0.5700 | 2,503 | 22.5K | 25.3% | 0.40 | 0.1987 | -0.015 | 30 | 1.30 | 1.44 | 27 | 461 | 24.5% | -0.65 | 0.1751 | -0.013 |
| 0.3300 | 0.4200 | 288 | 24.8% | 0.31 | 0.1780 | -0.013 | 30.5 | 1.62 | 1.90 | 25.6% | -0.73 | 0.1580 | -0.011 | |||
| 0.2500 | 0.2900 | 880 | 10.3K | 25.4% | 0.23 | 0.1505 | -0.011 | 31 | 1.90 | 2.34 | 2 | 123 | 24.4% | -0.80 | 0.1353 | -0.009 |
| 0.0900 | 0.2200 | 49 | 24.1% | 0.16 | 0.1209 | -0.009 | 31.5 | 2.37 | 2.72 | 2 | 24.4% | -0.86 | 0.1101 | -0.008 | ||
| 0.1100 | 0.1300 | 588 | 10.2K | 25.4% | 0.12 | 0.0940 | -0.007 | 32 | 2.83 | 3.10 | 3 | 25 | 22.2% | -0.90 | 0.0861 | -0.006 |
| 0.0500 | 0.1000 | 3 | 25.3% | 0.09 | 0.0721 | -0.005 | 32.5 | 3.20 | 3.70 | 23.5% | -0.93 | 0.0662 | -0.005 | |||
| 0.0300 | 0.0700 | 229 | 2,086 | 25.6% | 0.06 | 0.0557 | -0.004 | 33 | 3.65 | 4.20 | 25 | 22.5% | -0.95 | 0.0510 | -0.004 | |
| 0 | 0.1200 | 1 | 29.1% | 0.05 | 0.0437 | -0.004 | 33.5 | 4.15 | 4.70 | 24.9% | -0.96 | 0.0399 | -0.003 | |||
| 0.0100 | 0.0500 | 2 | 1,248 | 27.7% | 0.04 | 0.0349 | -0.003 | 34 | 4.60 | 5.20 | 47 | -0.97 | 0.0316 | -0.002 | ||
| 0.0200 | 0.0300 | 28 | 975 | 31.0% | 0.03 | 0.0234 | -0.003 | 35 | 5.60 | 6.15 | -0.98 | 0.0209 | -0.002 | |||
| 0 | 0.0400 | 595 | 33.8% | 0.02 | 0.0166 | -0.002 | 36 | 5.80 | 7.70 | 15 | -0.98 | 0.0146 | -0.001 | |||
| 0 | 0.1000 | 41 | 43.2% | 0.02 | 0.0122 | -0.002 | 37 | 7.55 | 8.20 | 1 | -0.99 | 0.0106 | -0.001 | |||
| 0 | 0.2500 | 86 | 55.8% | 0.01 | 0.0093 | -0.002 | 38 | 7.80 | 10.00 | 131 | 36.4% | -0.99 | 0.0080 | -0.000 | ||
| 0.0100 | 0.0200 | 19 | 4,592 | 42.7% | 0.01 | 0.0073 | -0.001 | 39 | 8.80 | 11.00 | 41.1% | -0.99 | 0.0062 | 0.000 | ||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Nov 20, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs